CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 24-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0250 |
1.0251 |
0.0001 |
0.0% |
0.9888 |
| High |
1.0466 |
1.1033 |
0.0567 |
5.4% |
1.1033 |
| Low |
1.0208 |
1.0238 |
0.0030 |
0.3% |
0.9800 |
| Close |
1.0446 |
1.0624 |
0.0178 |
1.7% |
1.0624 |
| Range |
0.0258 |
0.0795 |
0.0537 |
208.1% |
0.1233 |
| ATR |
0.0214 |
0.0256 |
0.0041 |
19.4% |
0.0000 |
| Volume |
143,267 |
163,652 |
20,385 |
14.2% |
642,813 |
|
| Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3017 |
1.2615 |
1.1061 |
|
| R3 |
1.2222 |
1.1820 |
1.0843 |
|
| R2 |
1.1427 |
1.1427 |
1.0770 |
|
| R1 |
1.1025 |
1.1025 |
1.0697 |
1.1226 |
| PP |
1.0632 |
1.0632 |
1.0632 |
1.0732 |
| S1 |
1.0230 |
1.0230 |
1.0551 |
1.0431 |
| S2 |
0.9837 |
0.9837 |
1.0478 |
|
| S3 |
0.9042 |
0.9435 |
1.0405 |
|
| S4 |
0.8247 |
0.8640 |
1.0187 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4185 |
1.3637 |
1.1302 |
|
| R3 |
1.2952 |
1.2404 |
1.0963 |
|
| R2 |
1.1719 |
1.1719 |
1.0850 |
|
| R1 |
1.1171 |
1.1171 |
1.0737 |
1.1445 |
| PP |
1.0486 |
1.0486 |
1.0486 |
1.0623 |
| S1 |
0.9938 |
0.9938 |
1.0511 |
1.0212 |
| S2 |
0.9253 |
0.9253 |
1.0398 |
|
| S3 |
0.8020 |
0.8705 |
1.0285 |
|
| S4 |
0.6787 |
0.7472 |
0.9946 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1033 |
0.9800 |
0.1233 |
11.6% |
0.0344 |
3.2% |
67% |
True |
False |
128,562 |
| 10 |
1.1033 |
0.9754 |
0.1279 |
12.0% |
0.0274 |
2.6% |
68% |
True |
False |
130,977 |
| 20 |
1.1033 |
0.9420 |
0.1613 |
15.2% |
0.0261 |
2.5% |
75% |
True |
False |
132,803 |
| 40 |
1.1033 |
0.9174 |
0.1859 |
17.5% |
0.0206 |
1.9% |
78% |
True |
False |
105,063 |
| 60 |
1.1033 |
0.9069 |
0.1964 |
18.5% |
0.0162 |
1.5% |
79% |
True |
False |
70,121 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
18.5% |
0.0134 |
1.3% |
79% |
True |
False |
52,626 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
18.5% |
0.0116 |
1.1% |
79% |
True |
False |
42,317 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
18.5% |
0.0097 |
0.9% |
79% |
True |
False |
35,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4412 |
|
2.618 |
1.3114 |
|
1.618 |
1.2319 |
|
1.000 |
1.1828 |
|
0.618 |
1.1524 |
|
HIGH |
1.1033 |
|
0.618 |
1.0729 |
|
0.500 |
1.0636 |
|
0.382 |
1.0542 |
|
LOW |
1.0238 |
|
0.618 |
0.9747 |
|
1.000 |
0.9443 |
|
1.618 |
0.8952 |
|
2.618 |
0.8157 |
|
4.250 |
0.6859 |
|
|
| Fisher Pivots for day following 24-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0636 |
1.0584 |
| PP |
1.0632 |
1.0543 |
| S1 |
1.0628 |
1.0503 |
|